pyisda, branch buffer Cython bindings to the ISDA Cds model https://projects.horel.org/guillaume/pyisda/atom/?h=buffer 2019-02-24T21:33:40Z try to build the buffer first 2019-02-24T21:33:40Z Guillaume Horel guillaume.horel@gmail.com 2019-02-24T21:33:40Z urn:sha1:867ad7751c8ce4ebaf3192a5f95c596bbe96a57a fix reduce 2019-02-15T18:17:41Z Guillaume Horel guillaume.horel@gmail.com 2019-02-15T18:17:41Z urn:sha1:1ba4c793531c551d5e3c5744c6307422c93162ce get rid of the separate weights parameter 2019-02-14T21:31:49Z Guillaume Horel guillaume.horel@gmail.com 2019-02-14T21:31:49Z urn:sha1:f7cd1a424daa2cef75fc028931599e51fe707536 simplify code 2019-02-06T17:52:02Z Guillaume Horel guillaume.horel@gmail.com 2019-02-06T17:52:02Z urn:sha1:5643fadff431acefd9f34f4997da5ec9ec05dae3 add docstring 2019-02-05T20:17:19Z Guillaume Horel guillaume.horel@gmail.com 2019-02-05T20:17:19Z urn:sha1:3167341d4e9e28075b561666f9bd724d91dff062 add protection_leg method 2019-02-05T20:17:04Z Guillaume Horel guillaume.horel@gmail.com 2019-02-05T20:17:04Z urn:sha1:937e0728dba3b2eb2879723a4fdd6791809459ff Revert "use curve's own recoveries" 2019-02-05T18:54:17Z Guillaume Horel guillaume.horel@gmail.com 2019-02-05T18:54:17Z urn:sha1:68a86b75970b66fa691a9377e0006ac17fe11131 This reverts commit 4d112bf0881abba38f947c3924ba071e8bd57ae5. use curve's own recoveries 2019-02-05T18:26:33Z Guillaume Horel guillaume.horel@gmail.com 2019-02-05T18:26:33Z urn:sha1:4d112bf0881abba38f947c3924ba071e8bd57ae5 log to stderr 2019-01-18T20:44:07Z Guillaume Horel guillaume.horel@gmail.com 2019-01-18T20:44:07Z urn:sha1:6f1bbc1198993cb5017c3f68ae69f31a9fd4ec7f wider bracket 2019-01-17T23:03:53Z Guillaume Horel guillaume.horel@gmail.com 2019-01-17T23:03:53Z urn:sha1:85b4668fbac96b880fcb4c25d3f058fe62c4f171